+329.0%
KMB vs GME
+1,082.6%
-753.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.6% |
| 7D | -3.0% | +7.2% | -10.3% | -3.2% |
| 30D | -5.5% | +0.8% | -6.3% | -5.5% |
| 3M | +14.0% | -14.0% | +27.9% | +14.3% |
| 6M | +4.1% | -19.7% | +23.8% | +4.5% |
| YTD | +8.0% | -4.6% | +12.6% | +8.0% |
| 1Y | -13.7% | -14.3% | +0.6% | -13.6% |
| 3Y | -5.9% | +4.0% | -10.0% | -9.1% |
| 5Y | -8.6% | -62.2% | +53.6% | -10.9% |
| 10Y | +17.3% | +241.4% | -224.1% | -15.7% |
| All | +329.0% | +1,082.6% | -753.7% | +158.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling